Weren't you are zero at one time? Just because a zero feedback bidder bids, that is not a sign of something shady going on. Some items do not get any bidding until the last day.
In my experience with questionable bidding, the shill bids usually come in after someone else bids first but just because a zero feedback bidder bids, it is no cause for alarm.
Now if the bidder (regardless of the amount of feedback) seems to bid exclusively or almost exclusively on this one seller AND they seem to retract after becoming the higher OR their bids are cancelled by the seller and the seller keeps letting them bid on other items (like the selling that I know for sure is shill bidding using a shill that has feedback of 12 all from this same seller), then you might have reason to suspect shill bidding.
Because the shill that I have been reporting hasn't made any retractions (very common with shill bidding) but has their bid frequently cancelled when they are in the lead, ebay doesn't seem to notice the shilling or maybe they are just being slow.
Non paying buyers deserve unpaid item strikes.